pairs_signal
Combines cointegration, Hurst exponent, z-score, half-life, and hedge ratio analysis to generate actionable pairs trading signals (LONG/SHORT/WAIT/CLOSE/NO_TRADE) from two price series.
Instructions
Complete pairs trading signal: cointegration, Hurst, z-score, half-life, hedge ratio. Replaces 4 individual calls.
Use when analyzing a pairs trading opportunity. Combines cointegration testing, Hurst exponent, z-score analysis, half-life estimation, and trade signal generation in one call. Provide two price series. Returns: cointegration result, hedge ratio, spread z-score, Hurst, and actionable signal (LONG/SHORT/WAIT/CLOSE/NO_TRADE). PAID ONLY — no free tier.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name_a | No | Name of asset A | A |
| name_b | No | Name of asset B | B |
| series_a | Yes | Price series for asset A | |
| series_b | Yes | Price series for asset B | |
| significance | No | 0.05 |